🚀 go-pugleaf

I've received a question I cannot provide a good answer to:

There are 2 systems of equations comprised of 3 equations each that
have been estimated recursively with "good" results;  it is being
suggested that these be combined into a single system and estimated 
simultaneously in order to capture additional information from 
(possibly) correleated error terms between the two systems.

Since the task is non-trivial, the questioner asks if there are tests
which can be performed to determine **if** it is necessary to combine
systems.  He has tried correlation analysis of the residuals--which 
indicates no correlation--and regressed error terms against all others
with the same results.

If anyone knows of tests/references, I would appreciate either your post or 
e-mail.  I will pass it on and summarize to the net.   

Mahalo Nui Loa!